+21.5%
XLP vs MSFU
-13.8%
+35.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.4% |
| 7D | -0.5% | -12.7% | +12.1% | -0.8% |
| 30D | +8.3% | -9.0% | +17.3% | +8.1% |
| 3M | +8.7% | +2.9% | +5.8% | +8.8% |
| 6M | +11.2% | +43.5% | -32.4% | +12.3% |
| YTD | +20.0% | -2.4% | +22.4% | +20.2% |
| All | +21.5% | -13.8% | +35.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling